Tag Archives: intraday

Cyrpto currency with 7% moves intraday is working consistently

This is still working off of the Coin Market Cap data

I got many intrraday move over 1% so I filtered it to 7%. My script for 10% did not work for some reason. Anyhow, I made  video to explaining this ‘strategy’ seems to be close to 100% working. This means the Technicals at Investing.com for daily is usually at a sell. This is for the combo of technical indicators and mobing averages. It also has sell signals for the intraday of being 5, 15 minute, and hourly timeframe.

Daily strategy working to

Note that my report a combo of ‘BCHBNB’ ‘XZCBNB’ ‘LTCBNB’ ‘NEOBNB’ from my report I have been posting on my Youtube channel. This uses daily data from Binance only. The strategy as described above also pretty well is consistent.

All in all, this appears to be working as I will do one more test for tomorrow or maybe even next week.

Once everything checks out, I will put some live money to it with the position manager and watch list.

All future data will be put into my Analytics service here

Quant Analytics

 

 

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Intraday Bitcoin Cash Litecoin is where up moves HUGE but not daily

Intraday Bitcoin Cash Litecoin is where up moves HUGE but not daily

I found this by accident on Investing.com. Intraday technical charts show strong sells but not on the daily. This was consistent across all timeframes for 3 different crypto currency pairs from Binance.

Devil in the details

This was found after my frequency crypto currency analysis. I was struggling to find answers where some signals work, others did not. After watching this, you will find the scanner works for picking the potentially hot crypto currency pairs. The profit or opportunity appears to be in the intraday at 5 and 15 minute levels with strong buy. There is the occasional opportunity on a hourly level as well.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Alpha Generation: Controlling Intraday Risk Profile

Alpha Generation: Controlling Intraday Risk Profile

Another useful QuantInsti webinar video

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Only way to stream intraday VIX for FREE

Only way to stream intraday VIX for FREE

The only way to see intraday bid and ask for VIX for FREE that works well is XLQ within Excel. I am also integrating with Matlab Builder EX to stream the data into Matlab’s workspace.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

For Python user: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

An interesting discussion of development IDEs for Python resulted here.

In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM – See more at: https://quantlabs.net/blog/2014/02/in-python-backtesting-an-intraday-mean-reversion-pairs-strategy-between-spy-and-iwm/#sthash.3tKiMKPE.dpuf

It resulted in this:

An interesting take on Matlab vs Python with Entropy foe a quant research trading model or algo –
See more at: https://quantlabs.net/blog/2014/02/an-interesting-take-on-matlab-vs-python-with-entropy-foe-a-quant-research-trading-model-or-algo/#sthash.A8aMzhLY.dpuf

Rithmic could be an interesting second data provider to watch with no latency:

Is Rithmic R|Trader Pro new excel function better than IQFeed with better latency being on the CME?
– See more at: https://quantlabs.net/blog/2014/02/is-rithmic-rtrader-pro-new-excel-function-better-than-iqfeed-with-better-latency-being-on-the-cme/#sthash.ZnPmqeQM.dpuf

When we will these little greedy children learn?

STUPID Hedge fund analyst caught with stealing secret trading algorithms
– See more at: https://quantlabs.net/blog/2014/02/stupid-hedge-fund-analyst-caught-with-stealing-secret-trading-algorithms/#sthash.ylpD89WF.dpuf

It’s on! I am finally testing this new SQL Server to see if there is any HFT potential with it:

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT
– See more at: https://quantlabs.net/blog/2014/02/my-results-of-testing-sql-server-2014-with-oltp-in-memory-hekaton-data-with-millions-of-records-for-potential-hft/#sthash.onBIzlU2.dpuf

I will be posting my results and source in the quant elite section.

Learn how to be one here.

Bryan

P.S. Be on the look out for a last minute online Meetup to showcase some of my findings.

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In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

From the NYC Contact so thanks to him:

Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

http://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM

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Learn Maximum number of intraday Sharpe ratio

Learn Maximum number of intraday Sharpe ratio

Get more details here to get access to the course and other huge benefits including High Frequency Trading platform building, QuantLibXL analysis, Matlab, etc.

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

Thanks for reading Bryan

 

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How to maxize your number intraday Sharpe ratio for highest potential profit

How to maxize your number intraday Sharpe ratio for highest potential profit

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

 

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Do large intraday reversals always signal a continuation in the latter direction in the short term/long term?

Do large intraday reversals always signal a continuation in the latter direction in the short term/long term?
–I don’t have any statistics related to your question, but I know that many intraday reversals are only intraday traders inventory adjustments. –Many such intraday reversals are inventory adjustment as as Michele replied or trapped traders squaring off. Not all intraday reversals fall into this category. Watch the price action next day, if it revisits the prior day reversal levels, then it is likely to be inventory adjustment.
–Any Trend Reversal will begin with an Intraday Reversal but all Intraday Reversals will not be Trend Reversals. I dont have the Statistics but can tell you the probability will be very low. But if you are aware of Crucial Levels and you see a Reversal at those levels you can catch the down Move Early.

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Key CME Floor Pivots ES 1337 ZB 43.08 ZN 131.16 Intraday Info, Levels Live Online from CME Trading Floor

Key CME Floor Pivots ES 1337 ZB 43.08 ZN 131.16 Intraday Info, Levels Live Online from CME Trading Floor via Pit IQ (Pit Intelligence) http://pitiq.tv/h8bikY

Key CME Floor Pivots ES 1391 ZB 136.06 ZN 128.24 via Pit IQ (Pit Intelligence) for March 15 2012 http://pitiq.tv/h8bikY

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!